Hi, I am curious if anyone follows or executes this strategy. Its a part of the greater Thetaengine method. Details here:
Some questions:
- I don't see a backtest for 2021 onwards, does any-one have a backtest for recent years?
- It seems trade lost money in 2020 (backtest tab) but the normalized backtest is positive, with the changes he mentions.
7 DTE SPX Put selling (Trade busters)
byu/WeakDebt4424 inoptions
Posted by WeakDebt4424
1 Comment
Backtesting option strategies can be tricky, especially with adjustments. Have you tried backtesting this yourself on a platform like Thinkorswim? They have a pretty robust analysis section for options. You can also check out [QuantConnect](https://www.quantconnect.com/) if you want to code your own backtest. It might give you a clearer picture than relying on someone else’s spreadsheet.